The first key to understanding Vaughan as a religious poet is to place him in context. He was a loyal member of the Church of England, believing in the importance of the Book of Common Prayer and the traditional liturgy as paths towards salvation, in a period during which bother were proscribed by Cromwell. Thus the poem "The World" works on two levels, the first contrasting salvation with damnation and the second contrasting true religion, which had been forced underground, with the dark abode, as it were, of England under Cromwell.
The poem contrasts worldly wealth and endeavors, associated with darkness, earth, and caves, with the light of Heaven. The narrator of the poem asks why people continue to live in the darkness of damnation when they could live in the light of God. The people who do not take up this offer respond by suggesting that Christ the Bridegroom only offers salvation to his Bride, an ending that has a double meaning.
First, it repudiates the doctrine of limited atonement (that Christ only died for the Elect), that was favored by the Puritans but not by mainstream Anglicans. Second, the Church of England, like the Roman Catholic Church, sometimes used the metaphor of the Church as the Bride of Christ; thus for the narrator of the poem, the path to salvation is through the true Church and not the Puritan mode of worship.